Anic Equity¶

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Total return since start: 0.567 %¶

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Equity now: -----------------------------> 47873.76 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46478.8 Kr¶

PnL: ---------------------------------------> -409.77 Kr¶

DD now: ---------------------------------> -1.555 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 09:28:30.505890'

Anic Portfolio¶

Today¶

Return: -0.229 %¶

This Week¶

Return: -0.082 %¶

Total¶

Return: 56.726 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 0.490000 3224.000000 253.000000 8.520000 2971.000006
HEBA B 70 -1.110000 2807.000000 171.000000 6.490000 2636.000010
Corem Property Group B 59 -0.280000 631.300000 54.300000 9.410000 576.999999
AcadeMedia 12 -0.200000 601.200000 44.200000 7.940000 557.000004
MedCap 2 -0.220000 464.000000 43.000000 10.210000 421.000000
HMS Networks 2 -0.730000 712.000000 39.000000 5.790000 673.000000
Samhällsbyggnadsbo. i Norden B 20 -1.590000 390.700000 35.700000 10.060000 355.000000
SAAB B 8 0.260000 3412.000000 35.000000 1.040000 3377.000000
Boozt 12 -0.210000 1684.800000 30.800000 1.860000 1653.999996
Resurs Holding 22 -0.110000 603.020000 29.020000 5.060000 573.999998
Norva24 Group 16 -0.280000 563.200000 20.200000 3.720000 543.000000
Intrum 4 0.110000 547.000000 20.000000 3.800000 527.000000
OEM International B 7 0.390000 546.700000 18.700000 3.540000 527.999997
Eastnine 4 0.000000 508.800000 17.800000 3.630000 491.000000
Securitas B 6 0.350000 582.000000 12.000000 2.110000 570.000000
Swedbank A 3 1.130000 574.950000 10.950000 1.940000 564.000000
Coor Service Management Hold. 8 -0.800000 542.400000 10.400000 1.950000 532.000000
Fastighetsbolag. Emilshus Pref 21 -0.730000 572.250000 10.250000 1.820000 562.000005
FM Mattsson Mora Group B 50 -0.840000 2935.000000 8.000000 0.270000 2927.000000
CTEK 13 0.990000 541.970000 7.970000 1.490000 533.999999
Karnov Group 9 0.330000 543.600000 7.600000 1.420000 536.000004
Nordea Bank Abp 29 0.510000 3461.440000 7.440000 0.220000 3453.999992
Handelsbanken A 5 0.460000 548.500000 2.500000 0.460000 546.000000
Samhällsbyggnadsbo. i Norden D 12 -0.580000 247.440000 1.440000 0.590000 246.000000
Creaspac SPAC 6 -0.210000 575.400000 -1.600000 -0.280000 577.000002
Midsona B 63 0.880000 574.560000 -8.440000 -1.450000 582.999984
Essity B 2 -0.850000 558.400000 -15.600000 -2.720000 574.000000
Essity A 4 -0.880000 1122.000000 -27.000000 -2.350000 1149.000000
International Petroleum Corp. 5 -1.300000 567.500000 -27.070000 -4.550000 594.565215
Sampo Oyj SDB 7 -0.820000 3811.500000 -38.500000 -1.000000 3850.000000
Vivesto 1368 0.200000 552.670000 -60.330000 -9.840000 612.999432
Axfood 13 -0.040000 3659.500000 -96.500000 -2.570000 3756.000001
OX2 18 -1.560000 1417.500000 -246.500000 -14.810000 1663.999992
Fasadgruppen Group 35 -0.400000 3482.500000 -328.500000 -8.620000 3810.999990
Ovzon 52 0.000000 2912.000000 -450.000000 -13.380000 3361.999992
TOTAL 46478.800000 -409.770000 -1.55487% 46888.564618

Updated:¶

'2023-01-24 09:28:43.348369'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶